Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.88% | 1.72 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,155 CHF | 85,911 CHF | 99.32% | 99.32% |
15/05/2024 | 0.85% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 49,795 | 49,438 | 80,663 CHF | 80,758 CHF | 98.95% | 98.95% |
14/05/2024 | 1.66% | 1.47 CHF | 1.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,785 CHF | 35,368 CHF | 95.40% | 95.40% |
13/05/2024 | 1.17% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,877 CHF | 57,546 CHF | 100.00% | 100.00% |
10/05/2024 | 1.14% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,905 CHF | 57,554 CHF | 100.00% | 100.00% |
08/05/2024 | 1.30% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,005 CHF | 55,726 CHF | 100.00% | 100.00% |
07/05/2024 | 1.30% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,732 CHF | 53,423 CHF | 98.79% | 98.79% |
06/05/2024 | 1.24% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 57,227 | 50,000 | 56,546 CHF | 50,052 CHF | 100.00% | 100.00% |
03/05/2024 | 1.26% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 50,052 | 50,000 | 51,492 CHF | 52,095 CHF | 98.52% | 98.52% |
02/05/2024 | 1.36% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,376 CHF | 46,778 CHF | 99.13% | 99.13% |